Actually, there’re many online downloaders available on the web. But many of them are not supported anymore by Chrome or IE. I’m currently using a nice desktop program that can detect and download video clips automatically. Maybe you will find it useful as well.
You mean that you want to record the conversations on these chatting programs as a video? It’s extremely easy, what you should do is to launch a screen recorder application then confine the recording frame to the certain region you need.